M Options History — July 2019 In July 2019, M traded between $20.95 and $23.32. ATM implied volatility averaged 40.1%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 12.3% (HV 20d: 27.8%). Max pain ranged from $21.50 to $22.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.62.
Notable Days 2019-07-09 : Highest Volume — 51,992 contracts2019-07-15 : Largest IV spike — 21.7% change2019-07-25 : Highest IV Rank — 59.6%2019-07-31 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.97 $20.95 $23.32 $21.34 $22.87 Max Pain $21.98 $21.50 $22.00 $21.50 $22.00 ATM IV 40.1% 31.1% 47.6% 31.9% 46.5% Expected Move 12.7% 8.7% 16.2% 9.1% 16.2% HV 20d 27.8% 25.2% 33.8% 33.7% 25.9% HV 60d 27.8% 26.8% 28.7% 27.5% 28.7% IV Rank 34.8% 4.7% 59.6% 7.4% 55.8% IV Percentile 42.5% 4.8% 69.0% 9.1% 64.7% Term Structure 1.0% -3.4% 13.0% 1.3% -2.5% VWIV 44.5% 30.2% 56.7% 31.9% 56.7% Skew 25d 3.9% 1.8% 5.5% 3.6% 4.8% Skew 10d 7.7% 2.7% 10.5% 7.2% 10.5% Call IV 25d 38.1% 29.1% 45.1% 30.7% 44.4% Put IV 25d 42.0% 31.1% 50.6% 34.3% 49.2% Bid-Ask Spread % 13.52 2.10 54.63 3.01 54.63 Gamma HHI 0.20 0.15 0.52 0.16 0.20 Net GEX 3.1M -1.1M 11.6M 444.6K 2.9M Net DEX 3.3M -91.8M 85.4M 56.2M -46.8M Net VEX -1.3M -1.4M -1.2M -1.2M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.16 1.37 0.94 0.39 Total Volume 21,418.227 9,743 51,992 28,178 14,456 Total OI 359,227.182 320,640 382,417 320,640 372,891
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-07-01 $21.34 $21.50 31.9% 9.1% 33.7% 7.4% 31.9% 3.6% 1.3% 444.6K 56.2M -1.2M 0.94 3.01 N/A N/A 14,536 13,642 158,997 161,643 2019-07-02 $20.95 $22.00 31.2% 8.7% 33.8% 5.2% 30.2% 2.6% 1.0% -1.1M 85.4M -1.2M 0.46 3.10 N/A N/A 14,194 6,552 165,255 167,910 2019-07-03 $21.24 $22.00 31.8% 8.7% 33.5% 7.1% 30.3% 2.5% -0.8% -947.3K 66.4M -1.2M 0.47 5.22 N/A N/A 11,693 5,520 169,469 171,413 2019-07-05 $21.65 $22.00 31.1% 11.3% 32.7% 4.7% 38.8% 2.9% -0.3% 435.3K 31.5M -1.3M 0.35 2.12 N/A N/A 25,738 8,972 174,453 171,988 2019-07-08 $21.63 $22.00 31.6% 11.4% 32.6% 6.5% 41.0% 3.3% 8.3% 2.3M 30.9M -1.3M 1.37 2.10 N/A N/A 8,022 10,975 173,857 165,740 2019-07-09 $21.34 $22.00 33.8% 11.9% 26.4% 13.7% 40.9% 2.1% 7.4% 1.3M 48.7M -1.2M 0.16 2.19 N/A N/A 44,993 6,999 176,646 169,079 2019-07-10 $21.16 $22.00 31.2% 12.0% 26.1% 5.0% 41.6% 1.8% 10.8% 1.6M 59.0M -1.2M 0.38 9.94 N/A N/A 12,739 4,821 191,716 171,712 2019-07-11 $21.38 $22.00 32.4% 12.1% 25.2% 9.2% 41.6% 2.6% 12.1% 2.1M 43.7M -1.3M 0.40 6.77 N/A N/A 12,400 4,930 195,895 172,827 2019-07-12 $21.90 $22.00 34.3% 12.1% 26.2% 15.4% 42.5% 2.1% 13.0% 10.9M -5.5M -1.3M 0.53 14.65 N/A N/A 25,986 13,886 197,709 173,762 2019-07-15 $21.96 $22.00 41.7% 12.8% 25.9% 40.1% 44.4% 4.8% -2.3% 3.5M -1.3M -1.3M 0.61 5.72 N/A N/A 6,045 3,698 187,845 171,009 2019-07-16 $22.01 $22.00 43.7% 12.9% 25.3% 46.7% 45.1% 5.1% -1.8% 4.1M -7.9M -1.3M 0.52 7.50 N/A N/A 6,749 3,510 193,073 172,690 2019-07-17 $21.51 $22.00 44.8% 12.8% 26.6% 50.3% 45.6% 5.0% -1.0% 3.1M 29.7M -1.3M 0.87 7.74 N/A N/A 8,133 7,058 198,607 173,373 2019-07-18 $21.59 $22.00 45.3% 13.0% 26.1% 51.9% 45.5% 4.1% -0.9% 2.7M 27.8M -1.3M 0.37 9.25 N/A N/A 12,813 4,789 197,364 177,040 2019-07-19 $22.09 $22.00 44.9% 13.0% 27.1% 50.8% 45.2% 3.6% -1.7% 11.6M -35.7M -1.3M 0.32 12.65 N/A N/A 19,623 6,264 204,743 177,674 2019-07-22 $22.04 $22.00 46.1% 13.8% 26.2% 54.6% 47.6% 4.6% -2.8% 2.5M -4.7M -1.3M 0.72 19.19 N/A N/A 12,611 9,110 178,703 162,847 2019-07-23 $22.57 $22.00 46.4% 14.0% 25.6% 55.7% 48.5% 4.5% -2.9% 3.4M -42.2M -1.4M 0.71 15.56 N/A N/A 16,880 12,007 186,650 168,282 2019-07-24 $23.32 $22.00 46.2% 14.0% 26.0% 55.0% 49.8% 4.3% -3.1% 3.8M -91.8M -1.4M 0.60 11.34 N/A N/A 12,975 7,793 193,484 173,827 2019-07-25 $22.73 $22.00 47.6% 14.5% 26.9% 59.6% 50.8% 5.5% -3.4% 4.0M -53.2M -1.4M 0.74 29.65 N/A N/A 9,132 6,728 196,210 176,643 2019-07-26 $22.89 $22.00 46.2% 14.4% 26.2% 55.0% 51.2% 5.2% -3.2% 4.2M -63.3M -1.4M 0.81 23.59 N/A N/A 10,202 8,266 198,099 179,015 2019-07-29 $22.69 $22.00 47.0% 15.7% 26.5% 57.5% 55.2% 4.7% -2.3% 2.9M -35.7M -1.4M 0.93 8.47 N/A N/A 6,670 6,216 189,234 174,044 2019-07-30 $22.46 $22.00 47.0% 15.8% 26.5% 57.6% 55.3% 5.1% -2.5% 2.3M -18.9M -1.4M 0.97 43.06 N/A N/A 6,523 6,352 191,467 178,113 2019-07-31 $22.87 $22.00 46.5% 16.2% 25.9% 55.8% 56.7% 4.8% -2.5% 2.9M -46.8M -1.4M 0.39 54.63 N/A N/A 10,364 4,092 193,089 179,802
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